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Topic 4: Volatility and Value-at-Risk – Part 6: Scaling VaR to Different Time Horizons
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Financial Risk Management (2025) - Topic 4: Volatility and Value-at-Risk – Part 6: Scaling VaR to Different Time Horizons

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  • 13.5 hours of video
  • Certificate of completion
  • Access on mobile and TV

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Shows how VaR scales with horizon under different assumptions, contrasting square-root-of-time scaling with more realistic alternatives.

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